predict.PLR {LorenzRegression} | R Documentation |
Prediction and fitted values for the penalized Lorenz regression
Description
prediction
provides predictions for an object of class "PLR"
,
while fitted
extracts the fitted values.
Usage
## S3 method for class 'PLR'
predict(object, newdata, type = c("index", "response"), pars.idx = "BIC", ...)
## S3 method for class 'PLR'
fitted(object, type = c("index", "response"), pars.idx = "BIC", ...)
Arguments
object |
An object of S3 class |
newdata |
An optional data frame in which to look for variables with which to predict. If omitted, the original data are used. |
type |
A character string indicating the type of prediction or fitted values. Possible values are |
pars.idx |
What grid and penalty parameters should be used for parameter selection. Either a character string specifying the selection method, where the possible values are:
Or a numeric vector of length 2, where the first element is the index of the grid parameter and the second is the index of the penalty parameter. |
... |
Additional arguments passed to the function |
Details
If type="response"
, the link function of the single-index model must be estimated. This is done via the function Rearrangement.estimation
.
Value
A vector of predictions for predict
, or a vector of fitted values for fitted
.
See Also
Lorenz.Reg
, Rearrangement.estimation
Examples
## For examples see example(Lorenz.Reg), example(Lorenz.boot) and example(PLR.CV)